Gradient estimation for smooth stopping criteria
From MaRDI portal
Recommendations
- Stopping rules for gradient methods for non-convex problems with additive noise in gradient
- scientific article; zbMATH DE number 3874334
- Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
- A Probabilistic Approach to Gradient Estimates
- Inexpensive stopping criteria in the conjugate gradient method
- Optimal stopping via reinforced regression
- Pointwise gradient estimates
- On early stopping in gradient descent learning
- Gradient estimation schemes for noisy functions
Cites work
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
- A Smoothed Perturbation Analysis of Parisian Options
- A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system
- Application of perturbation analysis to a class of periodic review (s, S) inventory systems
- Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
- Derivatives of Markov Kernels and Their Jordan Decomposition
- Gradient estimates for the performance of Markov chains and discrete event processes
- Gradient estimation for multicomponent maintenance systems with age-replacement policy
- Handbooks in operations research and management science: Simulation
- Hitting times in Markov chains with restart and their application to network centrality
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 1002915 (Why is no real title available?)
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 3680123 (Why is no real title available?)
- scientific article; zbMATH DE number 3770836 (Why is no real title available?)
- scientific article; zbMATH DE number 50675 (Why is no real title available?)
- scientific article; zbMATH DE number 51708 (Why is no real title available?)
- scientific article; zbMATH DE number 1005357 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 1025906 (Why is no real title available?)
- scientific article; zbMATH DE number 1999206 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION
- Maintenance of light-standards—a case-study
- Measure-valued differentiation for Markov chains
- Measure-valued differentiation for random horizon problems
- On the Convergence Rates of IPA and FDC Derivative Estimators
- Optimization of (s,S) inventory systems with random lead times and a service level constraint
- Option pricing via Monte Carlo simulation. A weak derivative approach
- Sensitivity analysis of discrete event systems by the push out method
- Sensitivity analysis of discrete Markov chains via matrix calculus
- Sensitivity analysis. Matrix methods in demography and ecology
- Statistical Analysis of a Telephone Call Center
- Stochastic learning and optimization. A sensitivity-based approach.
- The completion time of a job on multimode systems
- Unbiased and efficient Greeks of financial options
This page was built for publication: Gradient estimation for smooth stopping criteria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6043458)
